Modelling and rendering an "impossible object"
You can't
The 3D shape of a impossible object (this one is called a Penrose square) isn't defined, so you will have a hard time recreating the mesh representation (i.e. exact vertex location and connectivity) of something that can't be described in the 3D space.
... but there are tricks
However, you can do the same thing that people do when photographing such objects: creating an object that looks like the Penrose drawing, but only from an angle. // Edit &gt;&gt; Note: this is more easily done with an ortographic camera, as MrTheRich's answer suggests! If you need/want to go perspective (for example, to composite it on a photo background), a higher focal length is advisable.
For example navigate this or this model on sketchfab: you will see that some of the edges that &quot;look&quot; connected, are actually separated.
There are also ways to use curved shapes that only look straight when seen from the camera. This allows to retain the connectivity.
Shadeless?
You may notice that people who have tried that have often used shadeless scenes.
This is because the shadows introduce an extra complication, since the light &quot;sees&quot; the scene from a point of view that isn't tricked (the trick only works in the direction of the camera), so it tends to give the trick away! You can use a very soft light, close to the camera. It will probably look alright.
One possible shading, that requires using the &quot;invisible curve&quot; trick, which keeps the edges' proximity, is Ambient Occlusion: it only needs to be realistic around the edges.

Edit Nov 6 2020 – There is a wonderful example and write-up on the process in today's blog post on sketchfab